[R] Percentiles in R

[roger koenker]

Try

	quantile(x, .1, type=1)

or read

	?quantile

for other options.

url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Sep 11, 2007, at 12:09 PM, Jose Luis Aznarte M. wrote:

>     Thank you all! But the problem is that quantile() returns "how  
> many
> data" are greater than p percent, and not a value in the domain of the
> vector under scrutiny. For example, I have a vector
>
>> x
>  [1] "-0,39559"  "1,1916"    "0,23214"   "1,656"     "-0,3439"    
> "-0,50568"
>  [7] "0,52281"   "0,96209"   "0,0087242" "-0,030727" "1,0935"     
> "0,35159"
> [13] "0,79229"   "0,81791"   "0,3186"    "1,0165"    "0,65567"    
> "-0,56474"
> [19] "-0,34662"  "0,70435"   "-0,73285"  "-0,60452"  "-0,92526"   
> "-0,296"
> [25] "0,51298"   "0,38654"   "0,32469"   "-0,92555"  "0,53023"    
> "0,050059"
> [31] "1,09"      "-0,35462"  "0,37674"   "1,1409"    "0,072098"   
> "1,4234"
> [37] "1,43"      "0,68532"   "0,078089"  "0,61944"
>
> and, if I want to see the 10th percentile, in Matlab I go
>
>>> prctile(x, 10)
> ans =
>    -0.4067
>
> But in R:
>
>> quantile(x, probs=.1)
>  10%
> 51.5
>
> I need to obtain -0.4067, do you see what I mean? Thanks a lot again!!
>
> Jose Luis Aznarte M. escribió:
>> Hi there! Still struggling to translate Matlab code into R's tsDyn  
>> package.
>> Here is my question: Is there in R an equivalent function to Matlab's
>> prctile()? To the moment I thought it was quantile(), but I just
>> realized I was wrong. The definition of the Matlab function:
>>
>> prctile
>> Percentiles of a sample
>> SyntaxY = prctile(X,p)
>> Description
>> Y = prctile(X,p) calculates a value that is greater than p percent of
>> the values in X. The values of p must lie in the interval [0 100].  
>> For
>> instance, if p = 50 then Y is the median of X
>>
>> Thanks!!
>>
>>
>
>
> -- 
> --                                                      --
> Jose Luis Aznarte M.       http://decsai.ugr.es/~jlaznarte
> Department of Computer Science and Artificial Intelligence
> Universidad de Granada           Tel. +34 - 958 - 24 04 67
> GRANADA (Spain)                  Fax: +34 - 958 - 24 00 79
>
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